-50.6%
FLUT vs SONY
+9.8%
-60.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -2.6% | -4.9% | +2.3% | -0.6% |
| 30D | +5.4% | -1.6% | +7.0% | +6.1% |
| 3M | -10.8% | +10.0% | -20.8% | -14.4% |
| 6M | -9.2% | +8.4% | -17.6% | -12.9% |
| YTD | -53.8% | -8.4% | -45.4% | -52.4% |
| 1Y | -66.0% | -18.4% | -47.6% | -63.2% |
| 3Y | -44.7% | +41.0% | -85.6% | -55.4% |
| 5Y | -50.6% | +9.3% | -59.9% | -54.7% |
| All | -50.6% | +9.8% | -60.4% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SONY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling